The away boss was furious over the refusal to award his team a penalty when Steven Anderson went down under a shove from Scott Brown shortly after Dedryck Boyata scored the only goal of the game.
The result keeps St Johnstone three points back of Hearts in fourth place, which could be worth a Europa League spot come the end of the season if Celtic live up to their tag as tournament favourites by winning the Scottish Cup.
Wright said: “There are difficult decisions and easy ones to make and that’s an easy one. He has a clear view, it’s a push in the back.
“Anywhere else on the park that’s a free kick and it robbed us of a chance to take something from the game.”